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forex-rl-challenge's Issues

runtime error running example_cpu.py

Hi nice work, thanks for sharing.
I am running example_cpu.py and getting lots of errors like the following

Process Process-21:
Traceback (most recent call last):
  File "/opt/conda/lib/python3.6/multiprocessing/process.py", line 258, in _bootstrap
    self.run()
  File "/opt/conda/lib/python3.6/multiprocessing/process.py", line 93, in run
    self._target(*self._args, **self._kwargs)
  File "example_cpu.py", line 72, in worker
    policy_d)
  File "example_cpu.py", line 32, in calculate_reward
    action = model.forward(state, policy) if torch.is_tensor(policy) else model.forward(state)
  File "example_cpu.py", line 144, in forward
    if torch.is_tensor(policy): return torch.matmul(state.double(), policy.double())
RuntimeError: size mismatch, m1: [1 x 518], m2: [515 x 4] at /pytorch/aten/src/TH/generic/THTensorMath.cpp:940

the code still runs but I am not sure what results I can get.
Why do we have m1 and m2 with different sizes?

Video tutorials

Could you create some videos to teach us how it works and how to contribute for this?

I excitend to see this code since I started to learning Dqn and I hope I could test and contribute with something as soon as possible

autoencoder example

Thanks for sharing, very interesting results. However, I don't quite get what the VAE plots mean. The return (c) is plotted against the first element of the latent vector. I don't see a strong correlation between the two, which indicats the movement is captured?

mus = model(X_test.cuda())[1]
feat = mus.cpu().detach().numpy()
plt.figure(figsize=(24, 12))
mus = np.concatenate([feat, aud.reshape(-1, 1)], axis=1)
pd.DataFrame(mus, columns=['x', 'y', 'c']).plot.scatter(
x='x', y='c', c='c', colormap='seismic', s=0.1, ylim=(-0.02, 0.02))
plt.savefig(root+'graphs/vae_aud')
plt.close()

Features description

Hi,

Any description of the features used in this work and how to create them?

Cheers

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